Alright, I'll be the first to admit, I'm not a paranormal writer, so these opinions are strictly from a reader's point of view.
Thrilling plots: One of the biggest things with any type of book is having a good plot, right? I don't know why, but when I think paranormal books, I want the kind of book that will send chills down my spine. You've got to have plots that keep people on their toes! But beware! You want your plot to make sense. The characters still need to react the way the character would. Make it natural. Thrilling plots and plot turners mean nothing if they don't make sense. In fact, if they don't make sense, that's a surefire way to lose the reader's attention. Thrilling plots need to make sense, but don't force it. If it doesn't work, it won't work.
Unique Characters: This goes without saying, every book should have unique characters, but for paranormal books, you've got to go the extra mile. In a ghost story, is your MC the only one who can see the ghosts, and if so, why? What makes your MC so special?
Like Sharon said in her Tips and Tricks post, set up the rules for how unique you can make your characters. Don't go overboard with making your characters unique. Listen to them and let them tell their story.